I do not think that automatically forwarding bugs would be a good idea.

Right now it is a pain to forward a bug, say to a sourceforge bug
report, because it involves several steps:

1. Log into sourceforge
2. Create bug report, copy link to Debian bug report into it.
3. Send message to Debian bug report stating that the bug report has
been forwarded.
4. Send email to control@bugs.debian.org marking the bug as forwarded.
5. Wait for response (seems to take ages), fix any errors that
occurred, go back to step 4.

Generally, I always seem to find new and exciting ways of stuffing up
step 4 (e.g. linking to wrong sourceforge bug, using "forward" instead
of "forwarded", sending mail to control@debian.org.au, etc), which just
prolongs the entire task and makes it more tedious.

It would be good if this process could be automated, however I suspect
this header is not the solution.